Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068309.2911 | 807773.6254 | 260535.6656 | 17828679.8543 | 3395026.6612 | 14433653.193 |
Total P&L (%) | 1068.3093 | 807.7736 | 260.5357 | 17828.6799 | 3395.0267 | 14433.6532 |
Avg Daily Profit (%) | 0.4427 | 0.3348 | 0.108 | 0.2153 | 0.1474 | 0.2066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112770 | -80218 | -90929 | -7852000 | -6064171 | -2917071 |
Profit Factor | 2.9108 | 3.7778 | 1.9711 | 1.5357 | 1.1717 | 2.0688 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 46.729 | 42.5926 | 50.9434 | 46.729 | 42.5926 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.3183 | 5.0918 | 1.8981 | 1.7507 | 1.5792 | 1.9922 |
Largest Winning Trade | 316011 | 316011 | 60557 | 6511551 | 6511551 | 4835740 |
Largest Losing Trade | -46401 | -33390 | -46401 | -2776701 | -2776701 | -2146485 |
Avg Bars in Trades | 133 | 120 | 147 | 133 | 120 | 147 |
Avg Bars in Winners | 200 | 173 | 223 | 200 | 173 | 223 |
Avg Bars in Losers | 75 | 80 | 69 | 75 | 80 | 69 |
Bars Traded | 14308 | 6485 | 7824 | 14308 | 6485 | 7824 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528581 | -166847 | -225032 | 353372 | -209403 | -167906 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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